Euro Bund Future December 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Nov-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Nov-2014 | 12-Nov-2014 | Change | Change % | Previous Week |  
                        | Open | 151.11 | 151.33 | 0.22 | 0.1% | 151.17 |  
                        | High | 151.35 | 151.71 | 0.36 | 0.2% | 151.45 |  
                        | Low | 150.97 | 151.31 | 0.34 | 0.2% | 150.68 |  
                        | Close | 151.26 | 151.49 | 0.23 | 0.2% | 151.27 |  
                        | Range | 0.38 | 0.40 | 0.02 | 5.3% | 0.77 |  
                        | ATR | 0.62 | 0.61 | -0.01 | -2.0% | 0.00 |  
                        | Volume | 600,003 | 553,239 | -46,764 | -7.8% | 2,849,552 |  | 
    
| 
        
            | Daily Pivots for day following 12-Nov-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 152.70 | 152.50 | 151.71 |  |  
                | R3 | 152.30 | 152.10 | 151.60 |  |  
                | R2 | 151.90 | 151.90 | 151.56 |  |  
                | R1 | 151.70 | 151.70 | 151.53 | 151.80 |  
                | PP | 151.50 | 151.50 | 151.50 | 151.56 |  
                | S1 | 151.30 | 151.30 | 151.45 | 151.40 |  
                | S2 | 151.10 | 151.10 | 151.42 |  |  
                | S3 | 150.70 | 150.90 | 151.38 |  |  
                | S4 | 150.30 | 150.50 | 151.27 |  |  | 
        
            | Weekly Pivots for week ending 07-Nov-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 153.44 | 153.13 | 151.69 |  |  
                | R3 | 152.67 | 152.36 | 151.48 |  |  
                | R2 | 151.90 | 151.90 | 151.41 |  |  
                | R1 | 151.59 | 151.59 | 151.34 | 151.75 |  
                | PP | 151.13 | 151.13 | 151.13 | 151.21 |  
                | S1 | 150.82 | 150.82 | 151.20 | 150.98 |  
                | S2 | 150.36 | 150.36 | 151.13 |  |  
                | S3 | 149.59 | 150.05 | 151.06 |  |  
                | S4 | 148.82 | 149.28 | 150.85 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 151.71 | 150.77 | 0.94 | 0.6% | 0.50 | 0.3% | 77% | True | False | 523,738 |  
                | 10 | 151.71 | 150.23 | 1.48 | 1.0% | 0.55 | 0.4% | 85% | True | False | 568,072 |  
                | 20 | 152.47 | 150.06 | 2.41 | 1.6% | 0.64 | 0.4% | 59% | False | False | 620,529 |  
                | 40 | 152.49 | 147.63 | 4.86 | 3.2% | 0.63 | 0.4% | 79% | False | False | 710,768 |  
                | 60 | 152.49 | 147.63 | 4.86 | 3.2% | 0.61 | 0.4% | 79% | False | False | 638,129 |  
                | 80 | 152.49 | 145.82 | 6.67 | 4.4% | 0.57 | 0.4% | 85% | False | False | 479,297 |  
                | 100 | 152.49 | 144.28 | 8.21 | 5.4% | 0.52 | 0.3% | 88% | False | False | 383,462 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 153.41 |  
            | 2.618 | 152.76 |  
            | 1.618 | 152.36 |  
            | 1.000 | 152.11 |  
            | 0.618 | 151.96 |  
            | HIGH | 151.71 |  
            | 0.618 | 151.56 |  
            | 0.500 | 151.51 |  
            | 0.382 | 151.46 |  
            | LOW | 151.31 |  
            | 0.618 | 151.06 |  
            | 1.000 | 150.91 |  
            | 1.618 | 150.66 |  
            | 2.618 | 150.26 |  
            | 4.250 | 149.61 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Nov-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 151.51 | 151.44 |  
                                | PP | 151.50 | 151.39 |  
                                | S1 | 151.50 | 151.34 |  |